Name
Abstract | ||
|---|---|---|
This paper presents a modified damped Newton algorithm for solving variational inequality problems based on formulating this problem as a system of equations using the Minty map. The proposed modified damped-Newton method insures convergence and locally quadratic convergence under the assumption of regularity. Under the assumption ofweak regularity and some mild conditions, the modified algorithm is shown to always create a descent direction and converge to the solution. Hence, this new algorithm is often suitable for many applications where regularity does not hold. Part II of this paper presents the results of extensive computational testing of this new method. |
Year | DOI | Venue |
|---|---|---|
1994 | 10.1007/BF01581695 | Math. Program. |
Keywords | Field | DocType |
variational inequalities,nonlinear programming,nonlinear complementarity,nonsmooth ëquations,nonsmooth newton method,variational inequality,system of equations,quadratic convergence,newton method | Convergence (routing),Mathematical optimization,System of linear equations,Nonlinear programming,Descent direction,Complementarity theory,Rate of convergence,Mathematics,Newton's method,Variational inequality | Journal |
Volume | Issue | ISSN |
65 | 2 | 1436-4646 |
Citations | PageRank | References |
25 | 4.90 | 8 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Baichun Xiao | 1 | 217 | 38.49 |
| Patrick T. Harker | 2 | 217 | 58.10 |